Alternatives and similar repositories for order-book-pricer

Users that are interested in order-book-pricer are comparing it to the libraries listed below

• bigfatwhale / orderbook
  Implementation of a orderbook data structure for LOB research capabilities.
  ☆151Updated last year
• mkipnis / DistributedATS
  DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS
  ☆87Updated 2 weeks ago
• vincent212 / CME-Market-Data-Handler
  A minimalist, low-latency, HFT CME MDP3.0 C++ market data feed handler and pcap file reader (MDP 3.0)
  ☆47Updated 11 months ago
• aspone / OrderBook
  C++ low-latency in-memory order book
  ☆91Updated 11 years ago
• paraita / hft-sim
  Simple Market Simulator implementation for HFT stress testing
  ☆32Updated 12 years ago
• jacklu2030 / TradingEngine-Ultra-Low-Latency
  A C++ ultra low latency trading engine with O(1) performance of order execution, order update, order cancel, O(log(n)) for order book ana…
  ☆49Updated 4 years ago
• AgalmicVentures / Werk
  High-throughput / low-latency C++ application framework
  ☆69Updated 3 years ago
• penberg / helix
  Helix, a market data feed handler for C and C++.
  ☆119Updated 7 years ago
• ajtulloch / quantcup-orderbook
  Fast C++ adaptation of the QuantCup (http://www.quantcup.org/) limit order book.
  ☆179Updated 11 years ago
• sashamakarenko / fixpp
  FIX library generated with C++ PreProcessor to be used in latency sensitive context.
  ☆30Updated 6 months ago
• Kautenja / limit-order-book
  A C++ and Python implementation of the limit order book.
  ☆286Updated 5 years ago
• fairtide / aeron-python
  Python bindings for Aeron messaging.
  ☆19Updated 3 years ago
• roq-trading / roq-cpp-samples
  C++ examples.
  ☆163Updated last week
• proydakov / ihft
  Yet another HFT framework
  ☆44Updated last month
• rigtorp / spartan
  A collection of High-Frequency trading components
  ☆295Updated 9 years ago
• dharmeshsing / CoinTossX
  A low latency high throughput matching engine based on the rules of the JSE
  ☆108Updated 3 years ago
• zyli5313 / matching
  A c++ matching engine with limit order book
  ☆36Updated 10 years ago
• daongochieu2810 / CppAlgoTrading
  Algorithmic Trading in C++
  ☆39Updated 3 years ago
• hroptatyr / clob
  Simple limit order book and matching engine.
  ☆32Updated 3 years ago
• jamesdbrock / hffix
  Financial Information Exchange Protocol C++ Library
  ☆302Updated last year
• charles-cooper / itch-order-book
  Fast implementation of an ITCH order book
  ☆384Updated 3 years ago
• zzsun777 / cpp_multithreaded_order_matching_engine
  Multithreaded order matching engine in C++11 using FIX protocol for Linux/Windows
  ☆40Updated 9 years ago
• Richard-Rose / SubMicroTrading
  Ultra Low Latency Trading Framework (OMS, Trading+MarketData Adapters, Algo Container etc)
  ☆117Updated last year
• bgn9000 / Cpp1y-OrderBook
  ☆40Updated 5 years ago
• vincent212 / FIX-Order-Routing-Client
  FIX order manager client for fix order routing in C++ using QuickFIX engine can be used for Trading Technologies (TT) or CQG and others
  ☆15Updated last year
• martinobdl / ITCH
  Nasdaq Order Book Reconstructor
  ☆255Updated 3 years ago
• Naseefabu / HFTBOT
  Cross Exchange/Hedged market making Trading Bot in C++
  ☆154Updated 2 years ago
• dmikushin / binance-cxx-api
  Binance Bincoin Exchange C++ API
  ☆73Updated 10 months ago
• Macfly / HFTSimulator
  ☆28Updated 10 years ago
• epam / java-cme-mdp3-handler
  Java Market Data Handler for CME Market Data (MDP 3.0)
  ☆80Updated 2 years ago